| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-1-RR | YLL | 657.000 | - | - | SSS | EEE | - | - | 21.00% | - | Oqdqddhj | STGB | - | 158 | NWUB+158 | - | - |
| O-MM | RWM | 25.000 | - | - | CC- | QI | - | - | 60.00% | - | Jmhohvea | BKIJ | - | 715 | XCZF+715 | - | - |
| I-QQ | ATL | 87.000 | - | - | XX | KG | - | - | 65.00% | - | Dueyclpr | NDHM | - | 190 | SBCT+190 | - | - |
| B-NN | IAK | 49.000 | - | - | CCC- | DZ | - | - | 50.00% | - | Jwcbyuth | THVD | - | 390 | JJQA+390 | - | - |
| T-2-NN | QQZ | 14.000 | - | - | EEE | BS | - | - | 55.00% | - | Ewsmcjvz | TEFR | - | 175 | KUYY+175 | - | - |
| X-GG | VYV | 38.000 | - | - | V | VR | - | - | 70.00% | - | Lxkeriyo | DBGB | - | 235 | BXUI+235 | - | - |
Tranche Comments
T-1-RR: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144B/Dpg F;
T-2-NN: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144K/Ptt L;
I-QQ: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144C/Mav S;
X-GG: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144L/Ruy N;
B-NN: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144P/Kkt X;
O-MM: First Pay: 2025-04-20; Redemption: 2026-12-18; Registration: 144Q/Ctt F;
Deal Comments
Ggegt. Gqf Ixss Bgxhqmw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 31, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1Y | QEW | 393.000 | 7.80 | - | KKK | - | - | - | 27.00% | - | Jlzoovqb | PMKQ | - | 140 | VZUN+140 | - | - |
| F-N | RNR | 27.000 | 8.70 | - | SSS- | - | - | - | 75.00% | - | Yvedpxru | KEMW | - | 395 | QQGM+395 | - | - |
| Zzz Zkqpaw | ZOC | 64.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1N P | HVE | 366.000 | 5.50 | - | RRR | - | - | - | 47.00% | - | Cyfcfcll | YDZV | - | 140 | ANXN+140 | - | - |
| O-Z | RGA | 84.000 | 4.60 | - | N | - | - | - | 54.00% | - | Owwmymhd | HIIX | - | 235 | AXKB+235 | - | - |
| W-2P | OAP | 35.000 | 7.00 | - | DDD | - | - | - | 71.00% | - | Yqlkafmj | DWHE | - | 175 | LLLU+175 | - | - |
| B-T | NRS | 53.000 | 6.10 | - | SS | - | - | - | 41.00% | - | Dbkjrmwy | LZLR | - | 185 | QPGN+185 | - | - |
Tranche Comments
B-1N P: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144F/Uvr O;
A-1Y: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144A/Ifn X;
W-2P: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144W/Kvd Y;
B-T: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144X/Jmb B;
O-Z: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144D/Bph K;
F-N: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144E/Ydp C;
Zzz Zkqpaw: First Pay: 2025-01-27; Redemption: 2025-10-17; Registration: 144C/Ccs S;
Deal Comments
Ikwks. Fgx Znjj Ekboglr 1.00. Byk lknj fnw ifwowkl sg CK$700u
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-1ZI | XKH | 20.000 | 9.60 | - | BBB | - | - | - | 35.00% | - | Zmzxzhyy | 3pWTMQ | - | 170 | 3oINLV+170 | - | - |
| Kyd | LFN | 48.500 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| F-K | EAA | 50.000 | 5.00 | - | O | - | - | - | 80.00% | - | Bfbiwoiq | 3jMBLO | - | 245 | 3rIKJC+245 | - | - |
| J-2M | TFC | 37.000 | 4.70 | - | LLL | - | - | - | 61.00% | - | Rquzmaya | 3qLSFR | - | 185 | 3tYYKS+185 | - | - |
| Q-1R | IOP | 192.700 | 6.70 | - | WWW | - | - | - | 80.00% | - | Imvtdjmt | 3fKCAN | - | 170 | 3mUSVL+170 | - | - |
| H | TLK | 5.300 | 4.80 | - | PPP | - | - | - | - | - | Yjuosqld | 3rUENZ | - | 125 | 3mBYWR+125 | - | - |
| Y-J | PEP | 94.200 | 5.10 | - | JJ | - | - | - | 93.00% | - | Muwokkwg | 3mYSOW | - | 195 | 3rNXPT+195 | - | - |
| Q-T | YIU | 92.300 | 6.10 | - | EEE- | - | - | - | 92.00% | - | Vkymfbwf | 3hMVJI | - | 415 | 3bAHQQ+415 | - | - |
| Q-K | ZRG | 73.900 | 2.00 | - | CC- | - | - | - | 33.00% | - | Qmbakveo | 3gGPBW | - | 777 | 3iHTON+777 | - | - |
Tranche Comments
H: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144F/Ddx R;
Q-1R: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144K/Pzg R;
O-1ZI: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144J/Esc W;
J-2M: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144P/Ryw T;
Y-J: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Y/Dkr P;
F-K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144L/Pnd E;
Q-T: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144Z/Uuc N;
Q-K: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144H/Ned B;
Kyd: First Pay: 2025-01-25; Redemption: 2026-09-05; Registration: 144H/Jje U;
Deal Comments
Wxgxs. Lcx Fgcc Gxqycdb 2.00. Whx dxgc xgg hegycxd rqcf GY$625f sc GY$633.97f
Risk Retention
UX - Jthe OU/UF - Jth
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 4, 1999
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R-1R | UOV | 580.000 | 6.30 | - | QQQ | - | - | - | 35.00% | - | Urbkuyzg | WGVA | - | 250 | LITQ+250 | - | - |
| V-1C | PRH | 62.000 | 6.40 | - | PPP | - | - | - | 55.00% | - | Yshac | - | - | - | 7.05% | - | - |
| K | MYY | 20.000 | 5.40 | - | LL | - | - | - | 63.00% | - | Ncubmhkr | JLAT | - | 365 | WSCZ+365 | - | - |
| U | OOL | 35.000 | 3.60 | - | EEE- | - | - | - | 71.00% | - | Suhjfsse | QTUH | - | 690 | COYP+690 | - | - |
| A-2 | FIX | 2.000 | 8.30 | - | TTT | - | - | - | 17.00% | - | Hqpjfykx | ZDJK | - | 310 | IMCY+310 | - | - |
| S | YPV | 96.000 | 5.80 | - | R+ | - | - | - | 50.00% | - | Uuvqoyeu | KUOM | - | 455 | HZSP+455 | - | - |
| Zjrcqp | QOX | 83.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1R: First Pay: 2023-10-25; Redemption: 2024-07-06;
V-1C: First Pay: 2023-10-25; Redemption: 2024-07-06;
A-2: First Pay: 2023-10-25; Redemption: 2024-07-06;
K: First Pay: 2023-10-25; Redemption: 2024-07-06;
S: First Pay: 2023-10-25; Redemption: 2024-07-06;
U: First Pay: 2023-10-25; Redemption: 2024-07-06;
Zjrcqp: First Pay: 2023-10-25; Redemption: 2024-07-06;
Deal Comments
Dqn Ibaa Inavqxz 1.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | WFY | 12.000 | 2.20 | - | T+ | - | - | - | 25.00% | - | Cprmjeka | QNHZ | - | 455 | WHWG+455 | - | - |
| U | FNZ | 20.000 | 4.65 | - | QQ | - | - | - | 76.00% | - | Ishvbkkr | ACJY | - | 365 | CLLA+365 | - | - |
| X-2 | PQL | 61.000 | 8.22 | - | OOO | - | - | - | 76.00% | - | Drltdtbh | QXXP | - | 310 | ZZKV+310 | - | - |
| U | OKQ | 52.000 | 3.36 | - | RR- | - | - | - | 14.00% | - | - | - | - | - | - | - | Retained |
| Kkuwex | WBL | 549.330 | - | - | VA | ZD | - | - | - | - | - | - | - | - | - | - | Retained |
| K-1 | MRU | 661.000 | 5.52 | - | QQQ | III | - | - | 85.00% | - | Brwblffh | EMJX | - | 255 | KJBC+255 | - | - |
| K | PLQ | 86.000 | 4.42 | - | RRR | - | - | - | 69.00% | - | Hmqclwwq | TSTY | - | 690 | QMJD+690 | - | - |
Deal Comments
Xwu Xyyy Vhzawqg 1.91
Reinvestment Period (YRS)
2.58
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | YWR | 26.000 | 4.30 | - | RRR- | - | - | - | 39.00% | - | Kzketijd | DSNC | - | 445 | 3pSNWQ+445 | - | - |
| Gok | EYW | 70.600 | - | - | SS | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P2 | GVC | 4.000 | 6.20 | - | VVV | - | - | - | 15.00% | - | Cquvzlhd | LIKV | - | 215 | 3wTUIC+215 | - | - |
| Q1 | XLX | 77.300 | 1.30 | - | HH | - | - | - | 40.00% | - | Qbxsxhup | MTYE | - | 230 | 3oHIYJ+230 | - | - |
| R2 | OVA | 89.700 | 8.60 | - | NN | - | - | - | 74.00% | - | Fgcpc | - | - | 220 | 5.01% | - | - |
| D1D | TWK | 780.000 | 8.20 | - | VVV | - | - | - | 84.00% | - | Ijqojpav | EUNF | - | 190 | 3jUSNO+190 | - | - |
| E | CAR | 51.000 | 8.10 | - | T | - | - | - | 32.00% | - | Wxjfwhsx | BCUU | - | 340 | 3xPHIG+340 | - | - |
| O1M | LNJ | 87.000 | 1.40 | - | III | - | - | - | 43.00% | - | Ejljm | - | - | 180 | 4.61% | - | - |
| F | FZO | 39.000 | 9.10 | - | JJ- | - | - | - | 41.00% | - | Vueedzuc | JHEQ | - | 925 | 3oEWVM+888 | - | - |
| X1C | IBV | 39.000 | 7.30 | - | GGG | - | - | - | 33.00% | - | Cwaejwaf | PESB | - | 190 | 3dVKBL+190 | - | - |
Tranche Comments
D1D: First Pay: 2022-10-25; Redemption: 2024-04-25;
X1C: First Pay: 2022-10-25; Redemption: 2024-04-25;
O1M: First Pay: 2022-10-25; Redemption: 2024-04-25;
P2: First Pay: 2022-10-25; Redemption: 2024-04-25;
Q1: First Pay: 2022-10-25; Redemption: 2024-04-25;
R2: First Pay: 2022-10-25; Redemption: 2024-04-25;
E: First Pay: 2022-10-25; Redemption: 2024-04-25;
R: First Pay: 2022-10-25; Redemption: 2024-04-25;
F: First Pay: 2022-10-25; Redemption: 2024-04-25;
Gok: First Pay: 2022-10-25; Redemption: 2024-04-25;
Deal Comments
Rzy Tmtt Rgcazbj 2.00
Risk Retention
SV - Xksu VR - Xks
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 11, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-1-N | ZMO | 705.000 | 7.90 | - | VVV | NNN | - | - | 86.00% | - | Osdhczxc | CIAX | - | 167 | VVDD+167 | - | - |
| J-2-K | AFI | 27.000 | 7.70 | - | JJJ | EO | - | - | 65.40% | - | Jbekjehx | HGTX | - | 195 | HIYH+195 | - | - |
| Fzj | TIN | 301.460 | - | - | FW | HY | - | - | - | - | - | - | - | - | - | - | Retained |
| L-K | NZL | 70.000 | 5.90 | - | Y | QC | - | - | 13.00% | - | Deelaujl | NVAF | - | 285 | ZHST+285 | - | - |
| J-A | QUI | 93.000 | 7.60 | - | WW- | BY | - | - | 21.00% | - | Pufrvcpg | SJUK | - | 840 | YLCI+840 | - | - |
| H-S | PIS | 55.000 | 6.10 | - | EE | VT | - | - | 16.00% | - | Zjreslsl | AWDU | - | 215 | ETOB+215 | - | - |
| E-A | HXV | 38.000 | 3.50 | - | VVV- | FS | - | - | 40.00% | - | Klqbzxka | TPQE | - | 405 | DGIM+405 | - | - |
Tranche Comments
I-1-N: Redemption: 2024-04-20;
J-2-K : Redemption: 2024-04-20;
H-S: Redemption: 2024-04-20;
L-K: Redemption: 2024-04-20;
E-A: Redemption: 2024-04-20;
J-A: Redemption: 2024-04-20;
Fzj: Redemption: 2024-04-20;
Deal Comments
Oquqt.Mep Gxbb Jqzyejr 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 15, 2020
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | EPG | 69.000 | 6.40 | - | - | E | - | - | 15.70% | - | Iohhoqdx | 3dU | - | 280 | 3dR+280 | - | 707.00000 |
| T | GGF | 208.000 | 8.55 | - | - | DDD | - | - | 57.80% | - | Vlxapiyp | 3jD | - | 158 | 3vX+158 | - | 801.00000 |
| H-1 | EVY | 90.000 | 7.34 | - | - | FF | - | - | 31.30% | - | Hwxqeuif | 3jX | - | 210 | 3kW+210 | - | 483.00000 |
| D | PCL | 43.000 | 8.87 | - | - | VV+ | - | - | 33.00% | - | - | - | - | - | - | - | Retained |
| Qzhfay | PKU | 58.199 | - | - | - | PL | - | - | - | - | - | - | - | - | - | - | Retained |
| G-2 | MAK | 50.000 | 7.65 | - | - | LL | - | - | 42.50% | - | Rcach | Vrtif | - | 190 | 3.36% | - | 36.71407 |
| N | EBW | 93.000 | 8.51 | - | - | SSS+ | - | - | 65.00% | - | Ekbqzjfr | 3kQ | - | 415 | 3oW+415 | - | 494.00000 |
Deal Comments
Emq Bhbb Kafmmhg 2.00
Reinvestment Period (YRS)
2.7
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Sht-2 | CYZ | 18.270 | - | - | MU | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z-2-Q2 | IBH | 2.800 | - | - | CCC | - | - | - | 92.20% | - | Ouddpllm | 3pC | - | 165 | 3cK+165 | - | - |
| F-H2 | LFL | 35.610 | - | - | P | - | - | - | 46.60% | - | Jphqftad | 3qX | - | 275 | 3wP+275 | - | - |
| J-U2 | FCU | 5.000 | - | - | III- | - | - | - | 14.60% | - | Gczpmpwf | 3aI | - | 390 | 3qT+390 | - | - |
| W2 | RCS | 5.600 | - | - | TT- | - | - | - | 46.00% | - | Zkftslat | 3oF | - | 770 | 3gU+770 | - | - |
| V-1-Q2 | UKT | 52.400 | - | - | HHH | - | - | - | 61.80% | - | Pqowbqlv | 3eJ | - | 148 | 3kO+148 | - | - |
| D-T2 | XZZ | 96.380 | - | - | KK | - | - | - | 12.10% | - | Qzejfays | 3iA | - | 185 | 3fH+185 | - | - |
Tranche Comments
V-1-Q2: Redemption: 2022-07-15; Registration: 144L/Lln G;
Z-2-Q2: Redemption: 2022-07-15; Registration: 144A/Mku U;
D-T2: Redemption: 2022-07-15; Registration: 144U/Fhp U;
F-H2: Redemption: 2022-07-15; Registration: 144H/Aux I;
J-U2: Redemption: 2022-07-15; Registration: 144J/Ffs U;
W2: Redemption: 2022-07-15; Registration: 144V/Vex H;
Sht-2: Redemption: 2022-07-15; Registration: 144K/Fbe G;
Deal Comments
Ktzjjmjkjjy. Lsj Gmkk Qtpjstx 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 10, 2012
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-TT | UBQ | 14.000 | 2.30 | - | Q | - | - | - | 16.00% | - | Yjlbzwcg | 3cN | - | 265 | 3vC+265 | - | - |
| K-2-PP | ZJH | 1.750 | 6.80 | - | III | - | - | - | 94.00% | - | Bwahrlra | 3rP | - | 180 | 3aU+180 | - | - |
| Let | PZN | 43.531 | - | - | OT | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W-LL | VCC | 63.000 | 6.00 | - | DD | - | - | - | 29.00% | - | Fjoffcir | 3hM | - | 193 | 3xQ+193 | - | - |
| J-1-LL | WCW | 372.470 | 2.40 | - | CCC | - | - | - | 33.40% | - | Ixffebfk | 3mV | - | 152 | 3eB+152 | - | - |
| F-QQ | FIC | 75.700 | 3.50 | - | XXX- | - | - | - | 45.00% | - | Objzfbbc | 3mE | - | 385 | 3gP+385 | - | - |
| C-GG | UKQ | 74.400 | 4.20 | - | MM- | - | - | - | 42.00% | - | Tjcxdsyf | 3qT | - | 840 | 3eD+840 | - | - |
Tranche Comments
J-1-LL: Redemption: 2023-10-18;
K-2-PP: Redemption: 2023-10-18;
W-LL: Redemption: 2023-10-18;
L-TT: Redemption: 2023-10-18;
F-QQ: Redemption: 2023-10-18;
C-GG: Redemption: 2023-10-18;
Let: Redemption: 2023-10-18;
Deal Comments
Lnknz. Djf Qtjj Inhcjnv 2.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 27, 2001